I also put a previous version of this lecture note to my homepage. It
contains some results which are not contained in the new version. Such
results are for instance the proof of the logarithmic Soboliev
inequality, Borell's inequality, the multi-variate version of the
Marcinkiewicz--Zygmund inequality and the proof of Theorem 8.3 with
the help of the above result; Nelson's hypercontractive inequality.